| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,727.67 |
2,742.13 |
14.46 |
0.5% |
2,658.65 |
| High |
2,746.50 |
2,750.82 |
4.32 |
0.2% |
2,663.56 |
| Low |
2,716.30 |
2,723.67 |
7.37 |
0.3% |
2,599.63 |
| Close |
2,746.47 |
2,732.26 |
-14.21 |
-0.5% |
2,606.36 |
| Range |
30.20 |
27.15 |
-3.05 |
-10.1% |
63.93 |
| ATR |
39.82 |
38.91 |
-0.90 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.03 |
2,801.80 |
2,747.19 |
|
| R3 |
2,789.88 |
2,774.65 |
2,739.73 |
|
| R2 |
2,762.73 |
2,762.73 |
2,737.24 |
|
| R1 |
2,747.50 |
2,747.50 |
2,734.75 |
2,741.54 |
| PP |
2,735.58 |
2,735.58 |
2,735.58 |
2,732.61 |
| S1 |
2,720.35 |
2,720.35 |
2,729.77 |
2,714.39 |
| S2 |
2,708.43 |
2,708.43 |
2,727.28 |
|
| S3 |
2,681.28 |
2,693.20 |
2,724.79 |
|
| S4 |
2,654.13 |
2,666.05 |
2,717.33 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.97 |
2,774.60 |
2,641.52 |
|
| R3 |
2,751.04 |
2,710.67 |
2,623.94 |
|
| R2 |
2,687.11 |
2,687.11 |
2,618.08 |
|
| R1 |
2,646.74 |
2,646.74 |
2,612.22 |
2,634.96 |
| PP |
2,623.18 |
2,623.18 |
2,623.18 |
2,617.30 |
| S1 |
2,582.81 |
2,582.81 |
2,600.50 |
2,571.03 |
| S2 |
2,559.25 |
2,559.25 |
2,594.64 |
|
| S3 |
2,495.32 |
2,518.88 |
2,588.78 |
|
| S4 |
2,431.39 |
2,454.95 |
2,571.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
38.55 |
1.4% |
88% |
True |
False |
|
| 10 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
30.68 |
1.1% |
88% |
True |
False |
|
| 20 |
2,750.82 |
2,598.57 |
152.25 |
5.6% |
32.90 |
1.2% |
88% |
True |
False |
|
| 40 |
2,750.82 |
2,494.38 |
256.44 |
9.4% |
32.52 |
1.2% |
93% |
True |
False |
|
| 60 |
2,845.97 |
2,494.38 |
351.59 |
12.9% |
32.76 |
1.2% |
68% |
False |
False |
|
| 80 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
31.38 |
1.1% |
62% |
False |
False |
|
| 100 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.09 |
1.1% |
62% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.1% |
30.76 |
1.1% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.21 |
|
2.618 |
2,821.90 |
|
1.618 |
2,794.75 |
|
1.000 |
2,777.97 |
|
0.618 |
2,767.60 |
|
HIGH |
2,750.82 |
|
0.618 |
2,740.45 |
|
0.500 |
2,737.25 |
|
0.382 |
2,734.04 |
|
LOW |
2,723.67 |
|
0.618 |
2,706.89 |
|
1.000 |
2,696.52 |
|
1.618 |
2,679.74 |
|
2.618 |
2,652.59 |
|
4.250 |
2,608.28 |
|
|